-25.9%
FPS vs AMC
+137.0%
-162.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.8% | -6.7% | -5.2% |
| 7D | -20.9% | +5.5% | -26.3% | -21.2% |
| 30D | -46.3% | +16.1% | -62.4% | -47.1% |
| 3M | -42.9% | +43.0% | -85.8% | -45.2% |
| 6M | -46.8% | +130.7% | -177.5% | -56.1% |
| All | -25.9% | +137.0% | -162.9% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling